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A review of the original thermodynamic formulation of the Tolman-Ehrenfest effect prescribing the temperature profile of uncharged fluid at thermal equilibrium forming stationary configurations in curved space-time is proposed. A statistical description based on the relativistic kinetic theory is implemented. In this context, the Tolman-Ehrenfest relation arises in the Schwarzschild space-time for collisionless uncharged particles at Maxwellian kinetic equilibrium. However, the result changes considerably when non-ideal fluids, i.e., non-Maxwellian distributions, are treated, whose statistical temperature becomes non-isotropic and gives rise to a tensor pressure. This is associated with phase-space anisotropies in the distribution function, occurring both for diagonal and non-diagonal metric tensors, exemplified by the Schwarzschild and Kerr metrics, respectively. As a consequence, it is shown that for these systems, it is not possible to define a Tolman-Ehrenfest relation in terms of an isotropic scalar temperature. Qualitative properties of the novel solution are discussed.